[R] model selection, stepAIC(), and coxph() (fwd)

[Chad Reyhan Bhatti]

Hello,

My question concerns model selection, stepAIC(), add1(), and coxph().

In Venables and Ripley (3rd Ed) pp389-390 there is an example of using
stepAIC() for the automated selection of a coxph model for VA lung cancer
data.

A statistics question:  Can partial likelihoods be interpreted in the same
manner as likelihoods with respect to information based criterion and
likelihood ratio tests?  It seems that they should be treated as
quasilikelihoods which would make stepAIC() invalid and would require the
use of add1() with a F-test for the reduction in deviance.

An answer and a reference would be greatly appreciated.

Thanks,

Chad R. Bhatti


!DSPAM:445d377a41433079914684!